Mauritian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.53% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3601 | 3.84 | |
| 0.0841 | 10.47 | |
| 0.9105 | 110.26 | |
| 0.0085 | 0.30 | |
| 0.0633 | 1.56 | |
| -0.1524 | -5.45 | |
| 0.1183 | 5.67 | |
| -0.0399 | -2.48 | |
| -0.0024 | -0.20 |
Estimation Period:
Jun 28, 1993 to Feb 6, 2026
Jun 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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